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"A temporal approach to the Parisian risk model."

Bin Li, Gordon E. Willmot, Jeff T. Y. Wong (2018)

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DOI: 10.1017/JPR.2018.18

access: closed

type: Journal Article

metadata version: 2020-04-16

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Bin Li, Gordon E. Willmot, Jeff T. Y. Wong:
A temporal approach to the Parisian risk model. J. Appl. Probab. 55(1): 302-317 (2018)

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